When riding on a horse, pressing shift + right click items in either hotbar or inventory deletes the item from the inventory instead of putting the item in hotbar or removing the item from hotbar into inventory. When riding a donkey, it happens the same unless to give a chest to the donkey. If the donkey is added a chest, doing the same thing will transfer the item to the donkey's chest which is what should happen. All these may mean that when doing that on a horse, the item transfers to "fake" chest, and because of no actual chest, the item therefore deleted